Auriel ESG Strategies

Auriel ESG strategy
In 2009 Adam Seitchik joined Auriel Capital to fully integrate Environmental, Social and Corporate Governance (ESG) data and ratings into our systematic equity investment platform. ESG themes encompass approximately 20% of the active risk budget, with the balance distributed across our proprietary models assessing company valuation, profitability, shareholder focus and investor sentiment.
We work closely with a team of research partners including Reuters/Asset4, Riskmetrics, EIRIS and Trucost to indentify ESG factors in each of 23 sectors that are expected to influence corporate risk and return. Our process identifies ESG indicators that have ex-ante sensibility, a strong theoretical foundation, predictability across multiple market environments, consistency through time, as well as being additive to our existing suite of investment themes.
Our research effort is continuous as we search for new insights/anomalies in the financial markets. Additionally, we use state-of-the-art portfolio construction and risk management techniques, allowing us to turn our information into a viable investment strategy. A transparent and liquid approach to equity investing allows for full attribution of return across ESG and non-ESG factors, as well as reporting on the ESG characteristics of the portfolio.
We offer managed ESG accounts customised to investor specifications in long-only and long-short European and UK portfolios.
Auriel Capital is a signatory to the UN Principles for Responsible Investment (UN PRI) and a member of the UK Sustainable Investment and Finance Association (UKSIF).

Auriel ESG leadership
Adam Seitchik, Ph.D., CFA, joined Auriel Capital in 2009 as Managing Director to integrate ESG analysis into our equity platform providing innovative ESG solutions for our clients. As CIO of responsible investment specialist Trillium Asset Management, he developed a successful track record integrating ESG into a fundamentally driven equity platform. Prior to this role Adam was the former Chief Global Strategist at Deutsche Asset Management in London.
At Auriel Capital he leads in the mapping of ESG data and ratings within our risk-controlled approach to investment management. Adam is a highly regarded ‘thought leader’ in the expanding field of responsible investing and is the author of Climate Change from the Investor’s Perspective.


Presentation (pdf file)

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